Trend Following Strategy Index

Trend traders typically use a systematic methodology to discover patterns and momentum across multiple sectors of the commodity and financial futures space. Well-known managers in this space include Winton, Transtrend, Fort, and Quantica Capital.

Year-to-Date
8.11%

Programs

CTA / Program YTD Inception
32.86 1/1/2011
12.48 8/1/2008
13.97 8/1/2018
10.86 1/1/2014
14.25 11/1/1984
8.46 8/1/1991
5.70 2/1/2017
7.77 8/1/1999
7.31 1/1/1995
5.14 3/1/2022
5.67 1/1/2005
5.67 1/1/2014
7.32 4/1/2018
14.18 9/1/2023
4.28 9/1/2013
6.76 10/1/2011
14.51 1/1/1985
7.52 9/1/1997
1.99 2/1/2007
3.99 12/1/2019
5.17 2/1/1999
6.41 6/1/2013
3.87 1/1/2022
6.68 6/1/2007
6.44 11/1/1996
2.98 1/1/2015
6.32 11/1/2020
4.62 1/1/2013
-1.34 7/1/2022
1.54 1/1/1991
1.13 4/1/2016
7.90 1/1/2017
1.85 8/1/2010
-2.03 3/1/2003
-0.51 2/1/2020
32.13 5/1/2001
74.43 10/1/2005
84.38 10/1/2005
2.37 10/1/2012
-1.61 10/1/2009
4.40 5/1/1997
1.29 5/1/2005
18.12 6/1/2023
0.54 11/1/2023
17.70 1/1/2017
2.90 10/1/1991
3.16 1/1/2020
8.30 1/1/2017
1.08 8/1/2022
28.61 5/1/1999
10.11 7/1/2014
1.44 10/1/2006
2.18 6/1/2004
9.07 1/1/2020
0.57 8/1/2018
-3.32 7/1/2017
16.30 1/1/2017
0.95 10/1/2009